Recursive formulas for aggregate claims
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1982 (1) , 38-40
- https://doi.org/10.1080/03461238.1982.10405430
Abstract
In this note, we derive a recursive formula for an arbitrary discrete distribution. This formula is then applied to a multiple Poisson distribution as an illustration of the general method.Keywords
This publication has 1 reference indexed in Scilit:
- Compound Poisson DistributionsJournal of the Operational Research Society, 1966